Concordance Based Stock Index Prediction

Measures: Tau = 0.528894, Gini = 0.810719 and Rho = 0.729581 Predictor: S&P (04/22/1981 to 02/03/1982), Forecast: S&P (from 1/13/2016 to 2/25/2016)

Graph showing concordance over full periods, scaled for percent change, plus forecast.

Graph showing concordance over last 67 days including 15 day forecast.